SphereCylinderOptimizer Class Reference

#include <ql/math/optimization/spherecylinder.hpp>

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Public Member Functions
	SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0)
bool	isIntersectionNonEmpty () const
void	findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const
bool	findByProjection (Real &y1, Real &y2, Real &y3) const

Private Member Functions
Real	objectiveFunction (Real x2) const

Private Attributes
Real	r_
Real	s_
Real	alpha_
Real	z1_
Real	z2_
Real	z3_
Real	topValue_
Real	bottomValue_
bool	nonEmpty_
Real	zweight_

Detailed Description

• we are in r^3 sphere centred at O radius r
• vertical cylinder centred at (alpha,0) radius s
• Z some point in R3
• find point on intersection that is closest to Z

the intersection may be empty!

Definition at line 40 of file spherecylinder.hpp.

Constructor & Destructor Documentation

SphereCylinderOptimizer()

SphereCylinderOptimizer	(	Real	r,
		Real	s,
		Real	alpha,
		Real	z1,
		Real	z2,
		Real	z3,
		Real	zweight = 1.0
	)

Definition at line 75 of file spherecylinder.cpp.

Member Function Documentation

isIntersectionNonEmpty()

bool isIntersectionNonEmpty

(

)

const

Definition at line 110 of file spherecylinder.cpp.

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findClosest()

void findClosest	(	Size	maxIterations,
		Real	tolerance,
		Real &	y1,
		Real &	y2,
		Real &	y3
	)		const

Definition at line 114 of file spherecylinder.cpp.

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findByProjection()

bool findByProjection	(	Real &	y1,
		Real &	y2,
		Real &	y3
	)		const

Definition at line 147 of file spherecylinder.cpp.

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objectiveFunction()

Real objectiveFunction ( Real  x2 ) const

private

Definition at line 130 of file spherecylinder.cpp.

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Member Data Documentation

r_

Real r_

private

Definition at line 60 of file spherecylinder.hpp.

s_

Real s_

private

Definition at line 60 of file spherecylinder.hpp.

alpha_

Real alpha_

private

Definition at line 60 of file spherecylinder.hpp.

z1_

Real z1_

private

Definition at line 60 of file spherecylinder.hpp.

z2_

Real z2_

private

Definition at line 60 of file spherecylinder.hpp.

z3_

Real z3_

private

Definition at line 60 of file spherecylinder.hpp.

topValue_

Real topValue_

private

Definition at line 62 of file spherecylinder.hpp.

bottomValue_

Real bottomValue_

private

Definition at line 63 of file spherecylinder.hpp.

nonEmpty_

bool nonEmpty_

private

Definition at line 64 of file spherecylinder.hpp.

zweight_

Real zweight_

private

Definition at line 65 of file spherecylinder.hpp.